A Nonmonotone Proximal Bundle Method with (Potentially) Continuous Step Decisions

DOI10.1137/120888867zbMath1282.90132OpenAlexW2096029810WikidataQ62473092 ScholiaQ62473092MaRDI QIDQ2866207

Enrico Gorgone, Antonio Frangioni, Antonio Fuduli, Annabella Astorino

Publication date: 13 December 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120888867

zbMATH Keywords

nonsmooth optimizationbundle methodsnonmonotone algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Related Items (7)

Lagrangian relaxation for SVM feature selection ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ A method for convex minimization based on translated first-order approximations ⋮ On the computational efficiency of subgradient methods: a case study with Lagrangian bounds ⋮ Incremental Bundle Methods using Upper Models ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes

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